About the Role

We are seeking a highly skilled C++ engineer with extensive experience in high-frequency trading systems to join one of the fastest growing proprietary trading firm. This is a leading quantitative finance firm specializing in the development of multi-asset portfolios through advanced machine learning methods. The firm continuously enhances its investment and research platform, utilizing a vast array of data variables to create complex trading models and strategies. These models generate trading signals aimed at outperforming market conditions globally.

In this role, you will design and develop ultra-low-latency trading infrastructure. You'll work closely with quantitative researchers and fellow technologists to build cutting-edge HFT systems that have a direct impact on our trading performance.

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About the Role

Lead the design and development of low-latency, high-frequency trading (HFT) systems
Evaluate the existing execution platform and develop plans for a comprehensive revamp
Optimize system performance across hardware and software layers, including CPU architecture, memory/cache utilization, and network interfaces (NICs)
Ensure a clean, well-tested, and thoroughly documented codebase

Requirements

Bachelor’s degree in Computer Science, Data Science, or a related field.
6+ years in ML engineering or applied machine learning.
Strong skills in Python and SQL, plus experience with PyTorch or TensorFlow.
Experience with cloud platforms and containers, such as AWS or GCP and Docker or Kubernetes.
Solid understanding of data structures, algorithms, and model evaluation.

Low Latency Engineer

About the Role

About the Role

Requirements

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